+21.2%
ILMN vs VRSK
+125.6%
-104.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.2% |
| 7D | -9.2% | -7.7% | -1.5% | -5.3% |
| 30D | +4.4% | -2.8% | +7.2% | +5.7% |
| 3M | +23.9% | -3.7% | +27.6% | +24.3% |
| 6M | +64.5% | -12.8% | +77.3% | +72.5% |
| YTD | +53.5% | -21.0% | +74.4% | +69.4% |
| 1Y | +110.8% | -32.5% | +143.2% | +153.9% |
| 3Y | +30.7% | -26.5% | +57.2% | +43.6% |
| 5Y | -54.8% | -11.5% | -43.3% | -56.7% |
| All | +21.2% | +125.6% | -104.4% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VRSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling